PCM Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.41% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 21.96 | |
| 0.0995 | 12.76 | |
| 0.8405 | 193.39 | |
| 0.0759 | 4.85 |
Estimation Period:
Aug 27, 1993 to Feb 6, 2026
Aug 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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